Mutual Fund Performance Measures: A Review And Look Forward

Mutual Fund Performance Measures: A Review And Look Forward

19 May 2006

IMAS and SSFA is hosting a session on Mutual Fund Performance Measures by Mr Andrew Clark, Senior Research Analyst of Lipper.

Details of the session as follows:
Event : Mutual Fund Performance Measures – A Review And Look Forward
Venue: Reuters Auditorium, #55-00 OUB Centre
Date : 19 May 2005, Thursday
Time : 12 noon to 2pm [12pm Lunch, 1230pm Live Webcast]
Fees : SGD21 for IMAS Members, SGD31.50 for Non-Members
* All rates inclusive of GST
No show fee: SGD21 will be levied to the company.

Kindly indicate your interest via by 18th May 2005.

The Speaker:
Andrew Clark is a Senior Research Analyst at Lipper. He is responsible for calculation methodologies, new product development and economic and financial research. He was a key researcher in the development of Lipper Leaders, Lipper’s global fund ranking system and was the co-product manager on the rollout of MPT (Modern Portfolio Theory) calculation methodologies for Hindsight – Lipper’s chief European and Asian fund analytical system.

Andrew writes Lipper’s monthly bond market outlook, and contributes articles to magazines as diverse as Physica A, Quantitative Finance, Physical Review E, and Entrepeneur. He has been instrumental in the use of DEA (Data Envelopment Analysis) and graphical modeling techniques in the mutual fund industry, the application of statistical physics methodologies to the stock and bond markets and has developed GA (Genetic Algorithms) and NN (Neural Networks) for fund portfolio optimization and mutual fund classification problems.

Click here for presentation slides.

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